NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 75.80 78.55 2.75 3.6% 84.44
High 75.80 78.55 2.75 3.6% 85.30
Low 75.50 77.42 1.92 2.5% 73.15
Close 75.30 77.42 2.12 2.8% 75.30
Range 0.30 1.13 0.83 276.7% 12.15
ATR 3.48 3.47 -0.02 -0.5% 0.00
Volume 4,964 1,686 -3,278 -66.0% 16,267
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 81.19 80.43 78.04
R3 80.06 79.30 77.73
R2 78.93 78.93 77.63
R1 78.17 78.17 77.52 77.99
PP 77.80 77.80 77.80 77.70
S1 77.04 77.04 77.32 76.86
S2 76.67 76.67 77.21
S3 75.54 75.91 77.11
S4 74.41 74.78 76.80
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 114.37 106.98 81.98
R3 102.22 94.83 78.64
R2 90.07 90.07 77.53
R1 82.68 82.68 76.41 80.30
PP 77.92 77.92 77.92 76.73
S1 70.53 70.53 74.19 68.15
S2 65.77 65.77 73.07
S3 53.62 58.38 71.96
S4 41.47 46.23 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.30 73.15 12.15 15.7% 1.86 2.4% 35% False False 3,117
10 91.66 73.15 18.51 23.9% 2.21 2.9% 23% False False 2,442
20 108.05 73.15 34.90 45.1% 1.37 1.8% 12% False False 2,098
40 119.87 73.15 46.72 60.3% 1.18 1.5% 9% False False 1,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.35
2.618 81.51
1.618 80.38
1.000 79.68
0.618 79.25
HIGH 78.55
0.618 78.12
0.500 77.99
0.382 77.85
LOW 77.42
0.618 76.72
1.000 76.29
1.618 75.59
2.618 74.46
4.250 72.62
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 77.99 76.90
PP 77.80 76.37
S1 77.61 75.85

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These figures are updated between 7pm and 10pm EST after a trading day.

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